+67.8%
PAAS vs BTG
+367.4%
-299.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.5% | +0.7% | -2.4% |
| 7D | +4.2% | +13.0% | -8.8% | -2.3% |
| 30D | -13.8% | +1.1% | -14.9% | -14.2% |
| 3M | -22.7% | +5.3% | -28.0% | -24.4% |
| 6M | -32.1% | +1.1% | -33.1% | -32.4% |
| YTD | -22.3% | +19.2% | -41.5% | -29.0% |
| 1Y | +7.7% | +31.5% | -23.8% | -6.2% |
| 3Y | +214.0% | +94.3% | +119.7% | +125.6% |
| 5Y | +63.2% | +41.8% | +21.4% | +39.0% |
| 10Y | +185.5% | +162.9% | +22.6% | +92.7% |
| All | +67.8% | +367.4% | -299.6% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling